+475.8%
FTNT vs RPRX
+57.8%
+418.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.3% | +6.0% | +2.3% |
| 7D | -2.7% | -2.8% | +0.1% | -2.0% |
| 30D | -1.4% | +7.2% | -8.5% | -3.6% |
| 3M | +10.1% | +10.9% | -0.8% | +6.2% |
| 6M | +88.2% | +34.6% | +53.6% | +70.5% |
| YTD | +98.3% | +59.0% | +39.3% | +69.9% |
| 1Y | +96.0% | +72.5% | +23.4% | +62.7% |
| 3Y | +145.8% | +124.1% | +21.7% | +83.0% |
| 5Y | +154.6% | +75.9% | +78.7% | +111.2% |
| All | +475.8% | +57.8% | +418.0% | +379.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RPRX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling